You need first to ascertain if the logon script is running or if it's a perms issue. Start with a "Hello World" script to see if you're even getting there. There are issues with %0\.. on XP which are well documented on this board.
As for the 'Run' key vs. 'RunOnce', usually RunOnce is preferred. That way when you remove it from the script, you don't have to clean up the wksta.
Common practice for RunOnce is to try writing to HKLM and if fails, to HKCU.
IF (WriteValue("HKLM\Software\Microsoft\Windows\CurrentVersion\RunOnce","FxNimdaE","\\ffnms\NimdaE\FxNimdaE\FxNimdaE.com","REG_SZ") <> 0)
IF (WriteValue("HKCU\Software\Microsoft\Windows\CurrentVersion\RunOnce","FxNimdaE","\\ffnms\NimdaE\FxNimdaE\FxNimdaE.com","REG_SZ") <> 0)
Give a man a fish and he will be back for more. Slap him with a fish and he will go away forever.